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A flexible stochastic production frontier model with panel data
Wang, Taining; Yao, Feng; Kumbhakar, Subal - In: Journal of applied econometrics 39 (2024) 4, pp. 564-588
Persistent link: https://www.econbiz.de/10014562834
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Penalized sieve estimation of zero-inefficiency stochastic frontiers
Cai, Jun; Horrace, William C.; Parmeter, Christopher F. - In: Journal of applied econometrics 39 (2024) 1, pp. 41-65
Persistent link: https://www.econbiz.de/10014474436
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Replacing sample trimming with boundary correction in nonparametric estimation of first-price auctions
Hickman, Brent R.; Hubbard, Timothy P. - In: Journal of applied econometrics 30 (2015) 5, pp. 739-762
Persistent link: https://www.econbiz.de/10011334188
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Identification and estimation of distributional impacts of interventions using changes in inequality measures
Firpo, Sérgio Pinheiro; Pinto, Cristine Campos de Xavier - In: Journal of applied econometrics 31 (2016) 3, pp. 457-486
Persistent link: https://www.econbiz.de/10011642611
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A non-linear filtering approach to stochastic volatility models with an application to daily stock returns
Watanabe, Toshiaki - In: Journal of applied econometrics 14 (1999) 2, pp. 101-121
Persistent link: https://www.econbiz.de/10001387229
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Inference on self-exciting jumps in prices and volatility using high-frequency measures
Maneesoonthorn, Worapree; Forbes, Catherine Scipione; … - In: Journal of applied econometrics 32 (2017) 3, pp. 504-532
Persistent link: https://www.econbiz.de/10011694633
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Bayesian collapsed Gibbs sampling for a stochastic volatility model with a Dirichlet process mixture
Wu, Frank C. Z. - In: Journal of applied econometrics 39 (2024) 4, pp. 697-704
Persistent link: https://www.econbiz.de/10014562850
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International welfare comparisons and nonparametric testing of multivariate stochastic dominance
McCaig, Brian; Yatchew, Adonis John - In: Journal of applied econometrics 22 (2007) 5, pp. 951-969
Persistent link: https://www.econbiz.de/10003550898
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Parametric and semiparametric estimation of sample selection models : an empirical application to the female labour force in Portugal
Martins, Maria Fraga O. - In: Journal of applied econometrics 16 (2001) 1, pp. 23-39
Persistent link: https://www.econbiz.de/10001557366
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Sequential Monte Carlo sampling for DSGE models
Herbst, Edward P.; Schorfheide, Frank - In: Journal of applied econometrics 29 (2014) 7, pp. 1073-1098
Persistent link: https://www.econbiz.de/10010492709